@article{ByrdGilbNoce00, author = {R. H. Byrd and J.-Ch. Gilbert and J. Nocedal}, title = {A Trust Region Method Based on Interior Point Techniques for Nonlinear Programming}, journal = MP, volume = {89}, number = {1}, pages = {149-185}, year = 2000} abstract = {An algorithm for minimizing a nonlinear function subject to nonlinear equality and inequality constraints is described. It can be seen as an extension of primal interior point methods to non-convex optimization. The new algorithm applies sequential quadratic programming techniques to a sequence of barrier problems, and uses trust regions to ensure the robustness of the iteration and to allow the direct use of second order derivatives. An analysis of the convergence of the new method is presented.}, summary = {An algorithm for minimizing a nonlinear function subject to nonlinear equality and inequality constraints is described. It can be seen as an extension of primal interior-point methods to non-convex optimization. The algorithm applies SQP techniques to a sequence of barrier problems, and uses trust regions to ensure the robustness of the iteration and to allow the direct use of second order derivatives. A convergence analysis is presented.}}